inst/book-ex/Rcode-6-2.R

library(urca)
data(nporg)
wg.n <- log(na.omit(nporg[, "wg.n"]))
za.wg.n <- ur.za(wg.n, model = "intercept", lag = 7)
## plot(za.wg.n)
wg.r <- log(na.omit(nporg[, "wg.r"]))
za.wg.r <- ur.za(wg.r, model = "both", lag = 8)
## plot(za.wg.r)
cheaton/vars2 documentation built on May 29, 2019, 3:04 a.m.